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Name: zhangliang
Type: User
Name: zhangliang
Type: User
This is an example of 50 alphas that can pass the correlation test if they are submitted together.
Asynchronous event I/O driven quantitative trading framework.
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
alpha101, alpha191, alphalens, backtrader, 量化研究
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
Reinforcemenet Learning Environment build upon the backtrader ecosystem
Collect BinanceFutures's trade and orderbook(depth) feeds.
Combined Strategy of Term Structure and Relative Momentum Strategy in Trading Commodity Futures
Thenextquant系列教程文档。
codegen from expression to others, such as polars, pandas
Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/2012.03078
A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
Repo for systematical requesting cryptocurrency exchanges' and platforms' REST-APIs for: (1) static data, (2) real-time data and (3) historical data
OpenFE: automated feature generation with expert-level performance
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
GPU-accelerated Factors analysis library and Backtester
Stitches and back-adjust futures data into continuous contract
Python implementation of the strategies described in the book "151 trading strategies", written by Kakushadze and Serur.
TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative financial analysis.
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
Scalable Python DS & ML, in an API compatible & lightning fast way.
Collection of scripts for Zorro Trading
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.